Do I have one on a 1998 U320? I found the dispenser filter under the sink. Manual mentions a filter "if provided." I can't find it. I did find the filter wrench though!
Most do not unless added by the previous owner. I added 3 in wet Bay. Took the under sink one out, even after I upgraded the fixture.
We used a portable one. A 2-filter housing with a short length of hose on the side going to the campground spigot (and a second short length of hose attached if we use it with our water softener).
You can buy the housings and fittings at any home improvement store. For city water, we just installed a sediment filter from a home improvement store. For sites with well or unknown water, we also had a GAC/KDF filter that removed heavy metals and other nasties from RV Water Filters and Systems | RV Water Filter Store  (http://www.rvwaterfilterstore.com). Be careful when selecting flow rates on the latter to avoid low water pressure.
Thanks! The filter wrench must be left from the PO's rigging.